Chief Compliance Officer

0000902664-22-003948.txt : 20220815 0000902664-22-003948.hdr.sgml : 20220815 20220815082357 ACCESSION NUMBER: 0000902664-22-003948 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220815 DATE AS OF CHANGE: 20220815 EFFECTIVENESS DATE: 20220815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TFG Asset Management GP Ltd CENTRAL INDEX KEY: 0001515070 IRS NUMBER: 980646182 STATE OF INCORPORATION: E9 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15287 FILM NUMBER: 221162517 BUSINESS ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 BUSINESS PHONE: 212-359-7356 MAIL ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 FORMER COMPANY: FORMER CONFORMED NAME: Polygon Management Ltd. DATE OF NAME CHANGE: 20110310 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001515070 XXXXXXXX 06-30-2022 06-30-2022 false TFG Asset Management GP Ltd

Po Box 309 Ugland House Grand Cayman E9 KY1-1104

13F HOLDINGS REPORT 028-15287 N Stacy Scheehle Chief Compliance Officer 212-359-7357 /s/ Stacy Scheehle New York NY 08-15-2022 3 199 1459592 1 0001511305 028-15284 TFG Asset Management US LP 2 0001511278 028-15282 TFG Asset Management L.P. 3 0001511306 028-15285 TFG Asset Management UK LLP INFORMATION TABLE 2 infotable.xml 2U INC NOTE 2.250% 5/0 90214JAB7 11643 13850000 PRN DFND 1,2,3 0 13850000 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 24 150246 SH DFND 1,2,3 0 150246 0 7 ACQUISITION CORPORATION SHS CL A G80694105 1995 200492 SH DFND 1,2,3 0 200492 0 ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 32 200000 SH DFND 1,2,3 0 200000 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 7320 750000 SH DFND 1,2,3 0 750000 0 ACCURAY INC DEL NOTE 3.750% 6/0 004397AK1 3914 4915000 PRN DFND 1,2,3 0 4915000 0 AGILE GROWTH CORP *W EXP 03/09/202 G01202111 37 185544 SH DFND 1,2,3 0 185544 0 AGILE GROWTH CORP CLASS A ORD G01202103 5466 556632 SH DFND 1,2,3 0 556632 0 AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 46 375000 SH DFND 1,2,3 0 375000 0 AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 13557 1366660 SH DFND 1,2,3 0 1366660 0 ALBEMARLE CORP COM 012653101 599 2865 SH DFND 1,2,3 0 2865 0 ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 32569 20000000 PRN DFND 1,2,3 0 20000000 0 ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 6697 5310000 PRN DFND 1,2,3 0 5310000 0 ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 29 75000 SH DFND 1,2,3 0 75000 0 ANTERO RESOURCES CORP NOTE 4.250% 9/0 03674XAM8 17704 2500000 PRN DFND 1,2,3 0 2500000 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 8 29824 SH DFND 1,2,3 0 29824 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1466 149123 SH DFND 1,2,3 0 149123 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 13 100000 SH DFND 1,2,3 0 100000 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 3504 350000 SH DFND 1,2,3 0 350000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1919 2000000 PRN DFND 1,2,3 0 2000000 0 AURORA INNOVATION INC *W EXP 11/03/202 051774115 5 12500 SH DFND 1,2,3 0 12500 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 22 81250 SH DFND 1,2,3 0 81250 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 15 125000 SH DFND 1,2,3 0 125000 0 AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 8545 3019413 SH DFND 0 3019413 0 BALLYS CORPORATION COM 05875B106 16633 840905 SH DFND 1,2,3 0 840905 0 BALLYS CORPORATION COM 05875B106 11059 559095 SH DFND 1,2 0 559095 0 BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 4309 6165000 PRN DFND 1,2,3 0 6165000 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 1430 3750000 PRN DFND 1,2,3 0 3750000 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 27 125000 SH DFND 1,2,3 0 125000 0 BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 10 25000 SH DFND 1,2,3 0 25000 0 BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 20 162500 SH DFND 1,2,3 0 162500 0 BLACK SPADE ACQUISITION CO SHS CL A G11537100 6686 690000 SH DFND 1,2,3 0 690000 0 ALLEGO N V *W EXP 03/16/202 N0796A118 11 24328 SH DFND 1,2,3 0 24328 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 2 16639 SH DFND 1,2,3 0 16639 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 492 50004 SH DFND 1,2,3 0 50004 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 8380 15000000 PRN DFND 1,2,3 0 15000000 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 664 66889 SH DFND 1,2,3 0 66889 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 40 425000 SH DFND 1,2,3 0 425000 0 BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 8487 862500 SH DFND 1,2,3 0 862500 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 2523 3000000 PRN DFND 1,2,3 0 3000000 0 CABLE ONE INC NOTE 3/1 12685JAE5 3314 4000000 PRN DFND 1,2,3 0 4000000 0 CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 2234 2000000 PRN DFND 1,2,3 0 2000000 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 11 50000 SH DFND 1,2,3 0 50000 0 CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 2438 250000 SH DFND 1,2,3 0 250000 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 15 135956 SH DFND 1,2,3 0 135956 0 CATCHA INVESTMENT CORP SHS CL A G1962Y102 8351 850368 SH DFND 1,2,3 0 850368 0 CAZOO GROUP LTD COM G2007L105 2411 3348800 SH DFND 1,2,3 0 3348800 0 CAZOO GROUP LTD COM G2007L105 1574 2186420 SH DFND 1,2 0 2186420 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167172 79828 1410389 SH DFND 1,2,3 0 1410389 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 77560 1269399 SH DFND 1,2,3 0 1269399 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167180 65395 1236899 SH DFND 1,2,3 0 1236899 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 771 78396 SH DFND 1,2,3 0 78396 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 19 54501 SH DFND 1,2,3 0 54501 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2662 272508 SH DFND 1,2,3 0 272508 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 10 75000 SH DFND 1,2,3 0 75000 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 1458 146699 SH DFND 1,2,3 0 146699 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 23792 42500000 PRN DFND 1,2,3 0 42500000 0 COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2954 1500000 PRN DFND 1,2,3 0 1500000 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 245 25000 SH DFND 1,2,3 0 25000 0 CONX CORP COM CL A 212873103 1030 104242 SH DFND 1,2,3 0 104242 0 CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 7791 9773000 PRN DFND 1,2,3 0 9773000 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 50 166666 SH DFND 1,2,3 0 166666 0 CORSAIR PARTNERING CORP SHS CL A G2540H108 7384 762762 SH DFND 1,2,3 0 762762 0 CROWDSTRIKE HLDGS INC CL A 22788C105 22756 135000 SH DFND 0 135000 0 CUTERA INC NOTE 2.250% 3/1 232109AB4 16851 12750000 PRN DFND 1,2,3 0 12750000 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 21 174257 SH DFND 1,2,3 0 174257 0 DHB CAPITAL CORP CL A COM 23291W109 5743 587267 SH DFND 1,2,3 0 587267 0 DOCUSIGN INC NOTE 1/1 256163AD8 16002 17335000 PRN DFND 1,2,3 0 17335000 0 EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 18690 11531000 PRN DFND 1,2,3 0 11531000 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 107211 56000000 PRN DFND 1,2,3 0 56000000 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 18 100000 SH DFND 1,2,3 0 100000 0 ESGEN ACQUISITION CORP SHS CL A G3R95N103 5055 503531 SH DFND 1,2,3 0 503531 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 19 150000 SH DFND 1,2,3 0 150000 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 5500 550000 SH DFND 1,2,3 0 550000 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 969 98539 SH DFND 1,2,3 0 98539 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 25 133449 SH DFND 1,2,3 0 133449 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 10430 1067595 SH DFND 1,2,3 0 1067595 0 FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107 3272 3760508 SH DFND 0 3760508 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 36 150000 SH DFND 1,2,3 0 150000 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 7889 805000 SH DFND 1,2,3 0 805000 0 G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 14 100000 SH DFND 1,2,3 0 100000 0 G SQUARED ASCEND I INC SHS CL A G4204R109 7358 750000 SH DFND 1,2,3 0 750000 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 15 108333 SH DFND 1,2,3 0 108333 0 G SQUARED ASCEND II INC COM CL A G42041106 3188 325000 SH DFND 1,2,3 0 325000 0 GEO GROUP INC NEW COM 36162J106 165 25000 SH Call DFND 1,2,3 0 25000 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 87 25553 SH DFND 1,2,3 0 25553 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 15 24262 SH DFND 1,2,3 0 24262 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 36 77962 SH DFND 1,2,3 0 77962 0 GORES HOLDINGS VII INC COM CL A 38286T101 994 101500 SH DFND 1,2,3 0 101500 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 35 88184 SH DFND 1,2,3 0 88184 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 8 21234 SH DFND 1,2,3 0 21234 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1038 106170 SH DFND 1,2,3 0 106170 0 GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110 63 150000 SH DFND 1,2,3 0 150000 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 23116 36401000 PRN DFND 1,2,3 0 36401000 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 45 250000 SH DFND 1,2,3 0 250000 0 HEALTHCARE AI ACQUISITION CO CLASS A ORD SHS G4373K109 6394 644549 SH DFND 1,2,3 0 644549 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 42 287500 SH DFND 1,2,3 0 287500 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 117 11915 SH DFND 1,2,3 0 11915 0 HERTZ GLOBAL HLDGS INC *W EXP 06/30/205 42806J148 8795 898359 SH DFND 1,2,3 0 898359 0 HESKA CORP NOTE 3.750% 9/1 42805EAB4 7037 5250000 PRN DFND 1,2,3 0 5250000 0 HUDBAY MINERALS INC COM 443628102 437 107437 SH DFND 1,2,3 0 107437 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 25 120000 SH DFND 1,2,3 0 120000 0 INDEPENDENCE HOLDINGS CORP CLASS A ORD SHS G4761A101 6003 612500 SH DFND 1,2,3 0 612500 0 INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 1261 2000000 PRN DFND 1,2,3 0 2000000 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 20026 17500000 PRN DFND 1,2,3 0 17500000 0 INTEGRA RES CORP COM NEW 45826T301 1096 1063333 SH DFND 1,2,3 0 1063333 0 ISHARES TR IBOXX HI YD ETF 464288513 36805 500000 SH Call DFND 1,2,3 0 500000 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 29 75000 SH DFND 1,2,3 0 75000 0 JAWS HURRICANE ACQUISITN COR CLASS A COM 47201B103 2913 300000 SH DFND 1,2,3 0 300000 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 6 24121 SH DFND 1,2,3 0 24121 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 948 96487 SH DFND 1,2,3 0 96487 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 3892 400000 SH DFND 1,2,3 0 400000 0 KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 74 206200 SH DFND 1,2,3 0 206200 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1222 124802 SH DFND 1,2,3 0 124802 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 34 100000 SH DFND 1,2,3 0 100000 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 9 33075 SH DFND 1,2,3 0 33075 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 1621 165380 SH DFND 1,2,3 0 165380 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 21027 21600000 PRN DFND 1,2,3 0 21600000 0 LONGVIEW ACQUISITION CORP II COM CL A 54319Q105 6595 675000 SH DFND 1,2,3 0 675000 0 LYFT INC CL A COM 55087P104 25896 1950000 SH DFND 0 1950000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 10503 17000000 PRN DFND 1,2,3 0 17000000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 4319 10000000 PRN DFND 1,2,3 0 10000000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 18017 12829000 PRN DFND 1,2,3 0 12829000 0 MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 238 24300 SH DFND 1,2,3 0 24300 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 5782 5099000 PRN DFND 1,2,3 0 5099000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 29555 26312000 PRN DFND 1,2,3 0 26312000 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 2 17607 SH DFND 1,2,3 0 17607 0 NEW VISTA ACQUISITION CORP CL A SHS G6529L105 519 52821 SH DFND 1,2,3 0 52821 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 31277 13495000 PRN DFND 1,2,3 0 13495000 0 NORTONLIFELOCK INC NOTE 2.000% 8/1 668771AB4 43646 40000000 PRN DFND 1,2,3 0 40000000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 60102 35000000 PRN DFND 1,2,3 0 35000000 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 582 59681 SH DFND 1,2,3 0 59681 0 PATHFINDER ACQUISITION CORP *W EXP 02/19/202 G04119122 16 127123 SH DFND 1,2,3 0 127123 0 PATHFINDER ACQUISITION CORP CL A G04119106 9576 976149 SH DFND 1,2,3 0 976149 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 23 140000 SH DFND 1,2,3 0 140000 0 PERIDOT ACQUISITION CORP II SHS CL A G7008B105 8976 915000 SH DFND 1,2,3 0 915000 0 PETIQ INC NOTE 4.000% 6/0 71639TAB2 11892 12328000 PRN DFND 1,2,3 0 12328000 0 PING IDENTITY HLDG CORP COM 72341T103 16030 883657 SH DFND 0 883657 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 27 162502 SH DFND 1,2,3 0 162502 0 PORTAGE FINTECH ACQUISITN CO CLASS A ORD SHS G7185D106 4729 487506 SH DFND 1,2,3 0 487506 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 41 150000 SH DFND 1,2,3 0 150000 0 POST HOLDINGS PARTNERING COR COM SER A 737465104 4365 450000 SH DFND 1,2,3 0 450000 0 PRECIGEN INC NOTE 3.500% 7/0 46122TAA0 5387 6550000 PRN DFND 1,2,3 0 6550000 0 PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 32 108333 SH DFND 1,2,3 0 108333 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 41 375000 SH DFND 1,2,3 0 375000 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 35 225164 SH DFND 1,2,3 0 225164 0 ROSS ACQUISITION CORP II SHS CL A G7641C106 9881 1006229 SH DFND 1,2,3 0 1006229 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 14 183333 SH DFND 1,2,3 0 183333 0 SANDBRIDGE X2 CORP COM CLASS A 799792106 5363 550000 SH DFND 1,2,3 0 550000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 21277 16400000 PRN DFND 1,2,3 0 16400000 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 8 132550 SH DFND 1,2,3 0 132550 0 SILVER SPIKE ACQUISITN CORP CLASS A ORD SHS G8201H105 6173 630200 SH DFND 1,2,3 0 630200 0 SKILLSOFT CORP *W EXP 06/11/202 83066P119 234 450630 SH DFND 1,2,3 0 450630 0 SLAM CORP *W EXP 02/23/202 G8210L121 6 25020 SH DFND 1,2,3 0 25020 0 SLAM CORP CL A SHS G8210L105 1132 115082 SH DFND 1,2,3 0 115082 0 SNOWFLAKE INC CL A 833445109 27812 200000 SH DFND 0 200000 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 991 99789 SH DFND 1,2,3 0 99789 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 502 50554 SH DFND 1,2,3 0 50554 0 SONDER HOLDINGS INC *W EXP 01/31/202 83542D110 4 18898 SH DFND 1,2,3 0 18898 0 SOUND POINT ACQUISITION CORP *W EXP 02/25/202 G8274F119 32 200000 SH DFND 1,2,3 0 200000 0 SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 4016 400000 SH DFND 1,2,3 0 400000 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 7918 10000000 PRN DFND 1,2,3 0 10000000 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 5 50000 SH DFND 1,2,3 0 50000 0 SPRINKLR INC CL A 85208T107 7583 750000 SH DFND 0 750000 0 SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 22 187500 SH DFND 1,2,3 0 187500 0 SUMMIT HEALTHCRE ACQUISTN CO CLASS A ORD SHS G8566R102 9542 980646 SH DFND 1,2,3 0 980646 0 SVF INVESTMENT CORP CL A SHS G8601L102 986 100000 SH DFND 1,2,3 0 100000 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 11 133333 SH DFND 1,2,3 0 133333 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 10545 751095 SH DFND 1,2,3 0 751095 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 7365 524561 SH DFND 1,2 0 524561 0 TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 13 116666 SH DFND 1,2,3 0 116666 0 TB SA ACQUISITION CORP CLASS A ORD SHS G8657L105 3427 350000 SH DFND 1,2,3 0 350000 0 TCV ACQUISITION CORP CL A SHS G8704C124 8775 900000 SH DFND 1,2,3 0 900000 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 48 216666 SH DFND 1,2,3 0 216666 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 10471 1073982 SH DFND 1,2,3 0 1073982 0 TECK RESOURCES LTD CL B 878742204 451 14768 SH DFND 1,2,3 0 14768 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 24 100000 SH DFND 1,2,3 0 100000 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 4885 500000 SH DFND 1,2,3 0 500000 0 TIO TECH A *W EXP 04/12/202 G8T10C114 40 249999 SH DFND 1,2,3 0 249999 0 TIO TECH A CLASS A ORD SHS G8T10C106 9287 950600 SH DFND 1,2,3 0 950600 0 TPG PACE BENEFICIAL II CORP COMMON STOCK G89826104 4865 500000 SH DFND 1,2,3 0 500000 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 8 104978 SH DFND 1,2,3 0 104978 0 TWELVE SEAS INVESTMENT CO II COM CL A 90118T106 3852 394300 SH DFND 1,2,3 0 394300 0 TWITTER INC NOTE 3/1 90184LAN2 4455 5000000 PRN DFND 1,2,3 0 5000000 0 TWO COM CL A G9152V101 3908 400000 SH DFND 1,2,3 0 400000 0 UIPATH INC CL A 90364P105 31833 1750000 SH DFND 0 1750000 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 31392 20000000 PRN DFND 1,2,3 0 20000000 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 14 100000 SH DFND 1,2,3 0 100000 0 VALOR LATITUDE ACQUISITN COR CLASS A ORD SHS G9460N106 4940 507232 SH DFND 1,2,3 0 507232 0 VECTOR ACQUISITION CORP II CL A SHS G9460A104 11039 1125330 SH DFND 1,2,3 0 1125330 0 VIRGIN ORBIT HOLDINGS INC *W EXP 99/99/999 92771A119 48 81773 SH DFND 1,2,3 0 81773 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 40 149400 SH DFND 1,2,3 0 149400 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 19 64098 SH DFND 1,2,3 0 64098 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 7321 747000 SH DFND 1,2,3 0 747000 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 3144 320488 SH DFND 1,2,3 0 320488 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 6092 4000000 PRN DFND 1,2,3 0 4000000 0 WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 30 187500 SH DFND 1,2,3 0 187500 0 WORLD QUANTUM GROWTH ACQUISI SHS CL A G5596W101 5710 575000 SH DFND 1,2,3 0 575000 0 WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 38160 15000000 PRN DFND 1,2,3 0 15000000 0